Eccentric exercise training accompanied by a low-fat diet can prevent insulin resistance (IR) and is currently an effective method for the treatment of IR induced by high-fat diet (HFD)-associated obesity. However, the molecular mechanisms underlying this improvement of IR in adipose tissue are still not completely clear. In this study, 5–6-week-old male mice were randomly divided into a standard control diet (SCD) group (SC, n = 12) and a HFD group (HF, n = 72). After 12 weeks, 12 mice in each group were randomly sacrificed. The remaining mice in the HF group were randomly submitted to one of the following experimental protocols for 8 weeks: obesity-HFD-sedentary (OHF-Sed, n = 14), obesity-HFD-exercise (OHF-Ex, n = 16), obesity-SCD-sedentary (OSC-Sed, n = 14), and obesity-SCD-exercise (OSC-Ex, n = 16). All obese mice in the exercise group were subjected to downhill running. Half of the mice in each group received an insulin injection (0.75 U/kg) before sample collection. Epididymal fat was removed and weighed. Adipocyte size and inflammatory cell infiltration were observed by H&E staining. Both basal and insulin-stimulated GLUT4 fluorescence and protein contents were detected by immunofluorescence and Western blot. Levels of IL-1β and IL-10 were detected by ELISA. Protein contents of iNOS, Arg-1, TRIB3, p-AKT, and AKT were determined by Western blot. CD86 and CD206 fluorescence were determined by immunofluorescence. The results showed that a HFD for 12 weeks induced IR accompanied by adipose tissue macrophages M1 polarization (increased iNOS protein content and CD86 fluorescence) and TRIB3-AKT activation. Downhill running accompanied by a low-fat diet attenuated IR (p < 0.01), reduced inflammation levels (increased IL-10 protein content and decreased IL-1β protein content), inhibited adipose tissue macrophages M1 polarization (decreased iNOS protein content and CD86 fluorescence) and promoted M2 polarization (increased Arg-1 protein content and CD206 fluorescence), and suppressed TRIB3-AKT signaling. We concluded that downhill running accompanied by dietary fat regulation attenuates HFD-related IR in mice, which may be associated with reduced TRIB3-AKT signaling and activated M2 macrophages in adipose tissue.